+110.6%
SPOT vs NOC
+57.3%
+53.3%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.2% |
| 7D | -6.9% | -1.8% | -5.1% | -7.0% |
| 30D | +4.1% | -9.4% | +13.6% | +3.4% |
| 3M | +3.7% | -3.8% | +7.5% | +3.5% |
| 6M | -1.6% | -28.8% | +27.2% | -4.5% |
| YTD | -10.2% | -7.9% | -2.3% | -10.4% |
| 1Y | -25.9% | -9.0% | -16.9% | -26.2% |
| 3Y | +235.6% | +29.1% | +206.5% | +242.0% |
| 5Y | +110.6% | +58.9% | +51.6% | +123.9% |
| All | +110.6% | +57.3% | +53.3% | +123.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded NOC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling